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Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.

Quant Q&A
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SuperMind
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OKX Learn
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
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MQL5 articles
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TradingView scripts
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ProRealCode
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Deribit Insights
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Machine Learning for Trading
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arXiv papers
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Amberdata research
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FMZ forum
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FMZ digest
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vn.py community
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
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Robot Wealth
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NautilusTrader
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Hummingbot docs
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Paradigm research
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Lumibot
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Kraken Learn
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Kvantitatīvās tirdzniecības kursu bibliotēka
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OctoBot
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Cryptohopper blog
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Systematic trading blog (Rob Carver)
Dokumentu skaits: 132
Qlib
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TqSdk
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Quantpedia
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Hyperliquid docs
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Freqtrade
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Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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Quantopian lekcijas
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Binance API docs
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FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
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pyfolio
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Alphalens
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WonderTrader
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backtesting.py
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Technical Analysis
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QTPyLib
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QuantRocket
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Lumibot strategies
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Awesome Quant
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Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

The document describes a short-term strategy that combines moving-average direction, MACD momentum, an oscillator threshold, and price interaction with a moving average. Its stated setup uses 50- and 100-period EMAs for trend direction, MACD crossing its…

Tehniskie indikatoriCenas impulssRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This long-only breakout strategy enters when price reaches or exceeds the upper Bollinger Band and exits when it reaches a stop based on the lower band. The bands use a moving-average basis and standard-deviation offsets, allowing their levels to change with…

KriptoaktīviNākotnes līgumiCenas izrāviensSvārstīgums
Strategy library

This long-only swing approach is described for four-hour charts and combines trend, momentum, breakout, and pullback checks. It requires price above a 50-period EMA, RSI above 40 and rising for three periods, a bullish MACD crossover, and volume above 1.5…

Tehniskie indikatoriSekošana tendenceiCenas impulssCenas izrāviens
Strategy library

This SuperTrend variant uses an ATR-based line and a selectable price source to determine trend direction. When the close is within a configurable ATR distance of the prior trend line, the line retreats by an ATR-scaled amount instead of following its usual…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsVēsturisko datu pārbaude
Strategy library

This strategy combines MACD momentum, volume spread analysis (VSA), and fair value gap (FVG) detection to generate long and short signals. MACD provides directional confirmation; VSA looks for high-volume breakouts beyond recent highs or lows; and FVG rules…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriCenas izrāviens
Strategy library

This document presents a customizable redesign of the Parabolic SAR indicator, a trend-following tool that can also serve as a trailing stop. Users can adjust the start, increment, and maximum parameters, change the plotted point width, and choose whether to…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This proposed long-only system combines the direction of 20, 50, and 100-period exponential moving averages with price action around the 20-period EMA. It enters when price crosses above that EMA while all three averages are rising. It exits if RSI exceeds…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This demonstration explains how to retain and inspect recent values from a technical indicator and one of its component indicators. It creates daily SPY data and a 20-period Bollinger Band, then expands the history windows for both the full indicator and its…

Tehniskie indikatoriAkcijas
Strategy library

This one-minute long-only scalping strategy seeks frequent entries for small profits. It looks for price opening below a short EMA of lows, ADX above 30, MFI below 30, CCI below -150, and a bullish crossover of the fast stochastic lines while both are below…

KriptoaktīviAtgriešanās pie vidējās vērtībasTehniskie indikatoriRīkojumu izpilde
Strategy library

This strategy combines a Keltner Channel breakout with a long-term trend filter and momentum confirmation. The channel uses a 20-period EMA and bands set two ATRs above and below it. Long entries require price to break above the upper band while above a…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This example demonstrates custom universe selection by cycling through a predefined list of stocks on an hourly schedule. The selection function uses the hour of the timestamp to choose one symbol from the list, while the universe and security data are…

AkcijasPortfeļa veidošanaRīkojumu izpilde
Strategy library

This strategy follows trends by comparing a 50-period fast simple moving average with a 200-period slow one. A bullish crossover triggers a long entry and a bearish crossover a short entry, with execution described for the next candle’s open. The design also…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This long only method builds synthetic candles by averaging open, high, low, and close prices sampled at Fibonacci spaced bar offsets. It then calculates several EMAs on the averaged close and uses their mean as a trend filter. A long position opens when the…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiKriptoaktīvi
Strategy library

This breakout system combines daily Central Pivot Range levels with a weekly open reference and an EMA trend filter. It takes long signals when price closes above the CPR top in a bullish phase, and short signals when price closes below the CPR bottom in a…

Cenas izrāviensCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This short term strategy uses ZigZag turning points to identify price structures, then checks the latest four reversals against a library of harmonic patterns, including Bat, Butterfly, and Gartley forms and their variants. When a pattern matches, the…

Tehniskie indikatoriNākotnes līgumiKriptoaktīviCenas izrāviens
Strategy library

This trend following approach combines a 50 period and 200 period EMA to define direction, then uses RSI and MACD as entry filters. Long entries require the faster EMA above the slower one, RSI above 55, and MACD above its signal line. Short entries reverse…

Valūtu tirgusSekošana tendenceiTehniskie indikatoriCenas impulss
Strategy library

This strategy combines two crossover signals to assess momentum and broader trend direction. A 50-period EMA crossing above a same-length SMA marks improving short-term momentum, while a 50-period SMA relative to a 100-period SMA supplies a broader trend…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This strategy bases trading decisions solely on the hour of the candle. It is intended for hourly data: configurable start and end hours define when to enter long and when to exit. It uses no price, volume, or technical indicator conditions. The accompanying…

KriptoaktīviVēsturisko datu pārbaudeStatistikaTehniskie indikatori
Strategy library

This trend-following approach enters long when a 12-period EMA crosses above a 45-period SMA. It trails a stop using a volatility measure: the description specifies a 15-period ATR multiplied by six, with the stop rising as the EMA rises. A separate…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

The strategy looks for a short-term long entry when a V-shaped RSI recovery occurs while the 20-period EMA is above the 50-period EMA. The setup also checks for a lower low in the prior bar and rising RSI readings, then enters when RSI crosses above 30. Its…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This intraday breakout strategy records the high and low of the opening range from 9:30 to 9:45 New York time. After that window, it enters long on a close crossing above the range high, or short on a close crossing below the range low. A VWAP check and a…

AkcijasCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy combines ATR as a volatility activity filter with RSI as the trade signal. ATR measures the range of price movement rather than its direction; the method compares current ATR with a recent ATR average and only considers entries when ATR is…

Tehniskie indikatoriSvārstīgumsAtgriešanās pie vidējās vērtībasRiska pārvaldība
Strategy library

This trend strategy combines a fast exponential moving average with two slower weighted moving averages. It looks for the fast average to cross both slower averages, while the MACD histogram must have the same directional sign: positive for a bullish signal…

Tehniskie indikatoriSekošana tendenceiCenas impulssRiska pārvaldība
Strategy library

This strategy uses a fast and slow exponential moving average to form a directional cloud. It enters long when the close is above the fast EMA and the fast EMA is above the slow EMA, and enters short under the inverse conditions. The source configures EMA…

Tehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaudeNākotnes līgumi